+192.9%
NRG vs CASY
+230.5%
-37.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -0.2% | -17.2% | +17.1% | +2.3% |
| 30D | -6.8% | -24.4% | +17.6% | -3.5% |
| 3M | -7.1% | -31.4% | +24.3% | -2.6% |
| 6M | -27.6% | -8.9% | -18.7% | -28.2% |
| YTD | -29.2% | +13.8% | -43.0% | -32.9% |
| 1Y | -29.9% | +17.0% | -46.8% | -34.1% |
| 3Y | +198.7% | +163.1% | +35.5% | +127.1% |
| 5Y | +192.9% | +239.0% | -46.1% | +102.8% |
| All | +192.9% | +230.5% | -37.6% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling